Anic Equity¶

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Total return since start: 0.662 %¶

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Equity now: -----------------------------> 50766.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43389.56 Kr¶

PnL: ---------------------------------------> -313.03 Kr¶

DD now: ---------------------------------> -4.431 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:34:25.998810'

Anic Portfolio¶

Today¶

Return: 0.03 %¶

This Week¶

Return: 0.03 %¶

Total portfolio value¶

Return including deposits: 66.198 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.000000 1092.900000 25.200000 2.360000 1067.700000
Hexagon B 26 -0.490000 3435.900000 24.700000 0.720000 3411.200000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Orrön Energy 170 -2.100000 2062.950000 22.100000 1.080000 2040.850000
Vitec Software Group B 2 -0.800000 1117.000000 16.000000 1.450000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Sagax B 4 -0.660000 896.400000 13.200000 1.490000 883.200000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
HEXPOL B 8 -0.170000 963.200000 8.000000 0.840000 955.200000
Atrium Ljungberg B 5 0.110000 909.500000 8.000000 0.890000 901.500000
Hennes & Mauritz B 6 -0.430000 916.320000 6.360000 0.700000 909.960000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
SKF B 5 -0.910000 982.500000 4.500000 0.460000 978.000000
ASSA ABLOY B 4 -1.110000 994.400000 3.600000 0.360000 990.800000
BHG Group 109 -5.230000 1421.360000 2.180000 0.150000 1419.180000
Latour B 4 -2.820000 856.000000 2.000000 0.230000 854.000000
Sandvik 4 -1.300000 847.200000 1.600000 0.190000 845.600000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -8.240000 144.800000 -2.700000 -1.830000 147.500000
Catena 2 -0.300000 799.600000 -4.000000 -0.500000 803.600000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
JM 7 -2.110000 941.500000 -6.300000 -0.660000 947.800000
Byggmax Group 33 -2.290000 957.660000 -7.260000 -0.750000 964.920000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
OX2 12 -4.110000 897.000000 -9.600000 -1.060000 906.600000
BioGaia B 8 -2.790000 892.000000 -10.400000 -1.150000 902.400000
EQT 4 -2.960000 859.400000 -11.400000 -1.310000 870.800000
Investor B 3 -1.560000 644.550000 -13.450000 -2.040000 657.999999
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
Hoist Finance 36 -1.980000 979.200000 -28.800000 -2.860000 1008.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Sedana Medical 93 -2.480000 2635.620000 -347.960000 -11.660000 2983.577733
TOTAL 43389.560000 -313.030000 -4.43054% 43702.591732

Updated:¶

'2023-06-19 14:34:42.866719'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶